“Going Rogue” reportedly sold 700,000 copies in the first week after its release. The book came out on Nov. 17 with a first printing of 1.5 million copies, and three days later publisher HarperCollins announced that the printing would be increased to 2.5 million.

Few nonfiction books have debuted so well. In 2004, Bill Clinton’s “My Life” sold more than 900,000 copies in its first week.

Sarah Palin’s memoir “Going Rogue: An American Life” has shot to the top spot on the New York Times list of best-selling hardcover nonfiction books in its first week on the list.Palin’s book replaces the previous week’s top seller, tennis champion Andre Agassi’s...